| . |
Watanabe, Akiko's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
4,983 |
Total
Citations
110 |
|
|
|
|
|
1.
|
|
Time-Varying Liquidity Risk and the Cross Section of Stock Returns
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
|
Posted:
|
|
07 Apr 06
|
|
Last Revised:
|
|
27 Jan 13
|
|
1,117
(7,707)
|
30
|
|
|
|
|
Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
|
0
|
|
|
| |
|
| |
G12
|
|
|
|
|
|
|
Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
|
0
|
|
|
| |
|
| |
time-varying liquidity beta, liquidity risk premium, preference uncertainty, cross-sectional asset pricing test, regime switching model
|
|
|
|
|
|
|
Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
| Posted: |
|
07 Apr 06
|
|
Last Revised:
|
|
27 Jan 13
|
|
1,117
|
30
|
|
| |
|
| |
Time-varying liquidity beta, liquidity risk premium, preference uncertainty, cross-sectional asset pricing test, regime switching model
|
|
|
|
|
|
2.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
| Posted: |
|
25 Mar 08
|
|
Last Revised:
|
|
27 Jan 13
|
|
1,042
(8,700)
|
3
|
|
| |
|
| |
conditional CAPM, beta-instability risk, value and growth betas, time-varying premium, business cycle, Livingston Survey, investor expectations
|
|
|
3.
|
|
|
McLean, R. David
University of Alberta - Department of Finance and Statistical Analysis Pontiff, Jeffrey
Boston College - Department of Finance Watanabe, Akiko
University of Alberta - School of Business
|
| Posted: |
|
22 Aug 07
|
|
Last Revised:
|
|
27 Jan 13
|
|
694
(16,193)
|
70
|
|
| |
|
| |
Return Predictability, Market Efficiency, International Asset Pricing, Corporate Finance
|
|
|
4.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
| Posted: |
|
15 Mar 10
|
|
Last Revised:
|
|
27 Jan 13
|
|
601
(19,910)
|
1
|
|
| |
|
| |
Procyclical and countercyclical stocks, business cycle, scaled factor model, Livingston Survey, investor expectations
|
|
|
5.
|
|
The Asset Growth Effect: Insights from International Equity Markets
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Watanabe, Akiko
University of Alberta - School of Business Xu, Yan
University of Rhode Island - College of Business Administration Yao, Tong
University of Iowa - Henry B. Tippie College of Business Yu, Tong
University of Rhode Island - College of Business Administration
|
|
Posted:
|
|
16 Mar 11
|
|
Last Revised:
|
|
21 Feb 13
|
|
453
(29,058)
|
1
|
|
|
|
|
Watanabe, Akiko
University of Alberta - School of Business Xu, Yan
University of Rhode Island - College of Business Administration Yao, Tong
University of Iowa - Henry B. Tippie College of Business Yu, Tong
University of Rhode Island - College of Business Administration
|
|
90
|
1
|
|
| |
|
| |
asset growth effect, international stock markets
|
|
|
|
|
|
|
Watanabe, Akiko
University of Alberta - School of Business Xu, Yan
University of Rhode Island - College of Business Administration Yao, Tong
University of Iowa - Henry B. Tippie College of Business Yu, Tong
University of Rhode Island - College of Business Administration
|
| Posted: |
|
16 Mar 11
|
|
Last Revised:
|
|
27 Jan 13
|
|
363
|
1
|
|
| |
|
| |
asset growth effect, investment-based asset pricing, international capital market
|
|
|
|
|
|
6.
|
|
|
Watanabe, Akiko
University of Alberta - School of Business
|
|
427
(31,349)
|
5
|
|
| |
|
| |
Systematic liquidity, macroeconomic factors, vector autoregression
|
|
|
7.
|
|
|
Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
|
284
(51,386)
|
|
|
| |
|
| |
liquidity, volume and conditional heteroscedasticity, GARCH models, stochastic Kyle's lambda
|
|
|
8.
|
|
|
Watanabe, Akiko
University of Alberta - School of Business
|
| Posted: |
|
10 Sep 08
|
|
Last Revised:
|
|
27 Jan 13
|
|
120
(118,116)
|
|
|
| |
|
| |
Net Share Issuance, Value Premium, International Equity Markets
|
|
|
9.
|
|
|
Hiraki, Takato
Tokyo University of Science - School of Management Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
| Posted: |
|
23 Jan 12
|
|
Last Revised:
|
|
27 Jan 13
|
|
94
(141,051)
|
|
|
| |
|
| |
Management earnings forecasts, value premium, earnings momentum, residual income valuation model
|
|
|
10.
|
|
|
Watanabe, Akiko
University of Alberta - School of Business
|
|
81
(155,199)
|
|
|
| |
|
| |
External Financing, Market Timing, Investment, International Equity Markets
|
|
|
11.
|
|
|
Beason, Dick
University of Alberta - Department of Marketing, Business Economics & Law Gordon, Ken
JapanInvest Mehrotra, Vikas
University of Alberta - Department of Finance and Statistical Analysis Watanabe, Akiko
University of Alberta - School of Business
|
|
70
(169,414)
|
|
|
| |
|
| |
Japanese corporate restructuring, restructuring announcements
|
|
